+53.9%
F vs IYR
+4.5%
+49.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.2% |
| 7D | +5.3% | -1.2% | +6.6% | +6.6% |
| 30D | +4.6% | -2.9% | +7.4% | +7.5% |
| 3M | -3.7% | +0.8% | -4.5% | -4.9% |
| 6M | +16.8% | +1.9% | +15.0% | +13.9% |
| YTD | +15.3% | +9.6% | +5.7% | +4.2% |
| 1Y | +31.0% | +8.1% | +22.9% | +20.0% |
| 3Y | +45.4% | +29.2% | +16.2% | +8.9% |
| All | +53.9% | +4.5% | +49.5% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IYR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling